Search found 1 match
- Wed Mar 02, 2011 3:15 pm
- Forum: Econometric Discussions
- Topic: AR(2) forecasting problem
- Replies: 0
- Views: 1615
AR(2) forecasting problem
I would kindly ask if someone could help me on this... I have 200 observations on which I applied a AR(2) model : X_t=a1X_(t-1)+a2X_(t-2) +e_t using the first 190 observations of them on eviews. The question I have to answer is "assuming that a1, a2 are the real parameters (not estimated) of th...